Abstract
The purpose of this paper is to present sufficient conditions for the stochastic observability of nonlinear systems under randomly interrupted observations.
First, the observation mechanism with interrupted data is modeled by introducing the Poisson process. Then both the finite time stochastic observability and the asymptotically stochastic observability are defined. Finally, by using a Lyapunov-type function, theorems giving sufficient conditions are presented and the stochastic convergence of the estimator is examined.
For the purpose of supporting the theoretical development here, results of simulation studies are also given.
